Importing to UE4 without smoothing?
Firstly, follow LuckyCOINNNN's suggestion (although I wouldn't recommend using the split edge modifier, as it will separate all your edge verts), or go to the data tab of the object and enable Auto Smooth with a value of 0 (if you are doing this method you must select all faces and set to shade smooth first), or you can select all faces/verts/edges and set to Shade Flat.

Secondly if you're using FBX to export to UE4, in the Geometry section of the exporter set Smooth to Edge (I think Face also works).